Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0516	30.19
$α$	0.0444	13.56
$β$	0.8556	354.58
$γ$	0.1368	17.13

V-Lab

Nikkei 500 GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.72% (-1.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nikkei 500 Analyses